The Newsletter plugin collects subscribers’ data and those data should be made available for download by the subscriber itself. Personal data is a wide term and it’s not only related to the subscriber’s email, name or lists to which he’s subscribed, but even to activity data like clicks on newsletter he received.
Google gives a good example of personal data that should be made available: check it (and probably get surprised) in the “my activity” page.
Newsletter lets subscriber to download their data in JSON format. That format was selected to be easy portable and machine readable as the GDPR asks.
The export link should be added to the profile page using the tag {profile_export_url} which generates the unique export URL. You can even use the {newsletter_profile_link} which generates directly the full HTML link.
WordPress is working, for the major release 5, on a set of tools to better manage the user privacy. The Newsletter plugin will be integrated in those tools as soon as they’ll be ready.